+21.8%
GDXJ vs FTI
+57.1%
-35.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.4% | +13.0% | +10.5% |
| 7D | -0.2% | -9.7% | +9.5% | +2.6% |
| 30D | -7.6% | -8.2% | +0.6% | -5.5% |
| 3M | +2.3% | -7.8% | +10.1% | +4.6% |
| 6M | -7.8% | -13.4% | +5.6% | -4.3% |
| YTD | -8.4% | +45.1% | -53.4% | -23.1% |
| 1Y | +21.8% | +54.6% | -32.8% | -1.2% |
| All | +21.8% | +57.1% | -35.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling